I've always said Final Fantasy VIII, cause it rocks an' all, but I've recently complete Metal Gear Solid 3: Snake Eater. Now I don't think it can push FFVIII out of the number one spot, but it is so very good.
It's a real treat to go through and it kept surprising me with little tidbits of awesomeness along the way. You have the uber satisfying CQC that so seamlessly fits in with the weapons system, the CURE window that lets you address specific injuries and ailments with equally specific treatments, the camouflage system that lets you wear different clothes and face paints to blend in with your surroundings, the graphics that are just so eerily good, the music that fits the scene at all times and most importantly, the story, which kinda grabs you, surprises you and leaves you with a tear in your eye at the end.
Not that I actually had a tear in my eye or anything but it's a great ending to a great game. A really great game.
You are not alone.